Tight Lower Bounds on the Convergence Rate of Primal-Dual Dynamics for Equality Constrained Convex Problems.
Ibrahim Kurban ÖzaslanMihailo R. JovanovicPublished in: CDC (2023)
Keyphrases
- convergence rate
- primal dual
- saddle point
- lower bound
- convex programming
- convex optimization problems
- linear programming problems
- convex optimization
- variational inequalities
- convex functions
- interior point methods
- affine scaling
- semidefinite programming
- interior point
- linear programming
- step size
- upper bound
- simplex algorithm
- linear program
- convergence speed
- convex constraints
- algorithm for linear programming
- global convergence
- simplex method
- line search
- approximation algorithms
- np hard
- interior point algorithm
- numerical stability
- worst case
- convex relaxation
- augmented lagrangian
- branch and bound
- objective function
- optimization problems
- gradient method
- cutting plane
- augmented lagrangian method
- valid inequalities
- branch and bound algorithm
- combinatorial optimization
- optimal solution